I promised i would post this info as soon as I was able. I have tied legs on my mayfly nymphs according to the following instructions for about 8 years or so now. The method is easy to do and results in even and realistic looking legs in the right position on your nymph patterns. I will often tie them in this way on emerger patterns also. Hope this gives you another option as you try to tie patterns to fool the fish.
Also, if you've ever struggled with taking a clump of feather fibers or pheasant tails or such to attach them to each side of a nymph and you find you're all thumbs, and one clump is larger or longer than another, this method will really make your life easier!
I show some step-by-step photos of a fly I call KG's South Fork Special, but I've only included the step-by-step beginning with the tying in of the legs:
Use a color of hen feather that matches the fly you are tying:
Here is the finished fly with the legs as instructed:
Here is a Pheasant-tail nymph with the same type of legs and method for tying them in:
It doesn't take long to master and turns out some beautiful flies that I believe are worth the effort, since the fish also seem to think so...
Give it a shot and good luck!